+283.6%
TJX vs MAR
+450.9%
-167.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -4.6% | -0.5% | -4.0% | -4.4% |
| 30D | -17.2% | -5.4% | -11.7% | -15.4% |
| 3M | -24.9% | -15.5% | -9.4% | -20.0% |
| 6M | -19.7% | +3.0% | -22.6% | -21.1% |
| YTD | -17.2% | +8.5% | -25.7% | -20.8% |
| 1Y | -9.4% | +26.0% | -35.4% | -18.7% |
| 3Y | +43.1% | +68.6% | -25.5% | +11.1% |
| 5Y | +96.7% | +157.4% | -60.7% | +24.2% |
| All | +283.6% | +450.9% | -167.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling